OK, two steps forward, six more roadblocks! I now have the Hero with all the internals connected. Lemon Rx, KK21 FCS, all power up, RX bound to a Turnigy 9X with the Orange Tx module.
I can power everything up and when I go into Rx test on the KK2.1, I see each channel but stick movement produces nothing - all indicators stay at zero.
Any offers?
Cheers

Try disconnecting the receiver from the KK and connecting one of the ESCs to the battery port for power. Then try testing each output with a servo.

Verify you have the cables from the RX to the KK installed properly. The Signal lead goes towards the LCD display and the ground lead goes towards the edge of the circuit board.

I connected a servo to the Lemon Rx and each channel drives the servo, but not on the expected stick (Either that or the Lemon instruction sheet is incorrect.....) I connected all to relate to the correct stick movement.

However when I connect back to the KK, still nothing. It all checks out until the KK, which seems to see the Rx, but not respond to any stick inputs. I have doublechecked the jumper cable orientation and they are correct. If I reverse one, the KK says 'no signal'.